Evaluating predictive performance of value-at-risk models in emerging markets: a reality check

✍ Scribed by Yong Bao; Tae-Hwy Lee; Burak Saltoglu

• Publisher: John Wiley and Sons
• Year: 2006
• Tongue: English
• Weight: 629 KB
• Volume: 25
• Category: Article
• ISSN: 0277-6693
• DOI: 10.1002/for.977